Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49300.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45238.83 Kr¶

PnL: ---------------------------------------> 182.83 Kr¶

DD now: ---------------------------------> -7.191 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:28:01.717528'

Anic Portfolio¶

Today¶

Return: -0.841 %¶

This Week¶

Return: -0.006 %¶

Total portfolio value¶

Return including deposits: 61.397 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.120000 1669.680000 200.680000 13.660000 1468.999998
Orrön Energy 180 -1.190000 2176.200000 133.200000 6.520000 2043.000000
Atrium Ljungberg B 5 0.450000 999.500000 64.500000 6.900000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Sagax A 4 -0.450000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Catena 2 -1.240000 828.400000 36.400000 4.600000 792.000000
Hexatronic Group 12 0.020000 1002.000000 35.000000 3.620000 966.999996
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
OX2 13 2.310000 976.950000 26.950000 2.840000 949.999999
Sedana Medical 93 -4.400000 2544.480000 23.480000 0.930000 2521.000011
Bilia A 8 0.520000 920.800000 20.800000 2.310000 900.000000
Biotage 7 0.370000 961.100000 20.100000 2.140000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Byggmax Group 33 -1.690000 957.000000 1.000000 0.100000 956.000001
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
ASSA ABLOY B 3 -0.850000 773.100000 -5.900000 -0.760000 779.000001
EQT 4 -1.480000 824.000000 -8.000000 -0.960000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
SKF B 5 -0.460000 914.000000 -26.000000 -2.770000 940.000000
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
Vitec Software Group B 2 -2.830000 1029.000000 -58.000000 -5.340000 1087.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
Hexagon B 26 -2.010000 3364.400000 -96.600000 -2.790000 3461.000010
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
TOTAL 45238.830000 182.830000 -7.19118% 45056.000411

Updated:¶

'2023-07-05 12:28:18.706084'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶